After my studies in Law and my Master degree I decided to begin to work. Now, after working 3 years, I realised that I would like to do a Phd in Law but without leaving the work. Is there any University (in Europe) with such online studies? Thank you for your answer.

Some universities are developing on-line interfaces for PhD study, but we are unaware of any in law. The important thing for a PhD is access to the tools you need for your research. In science this may be a lab, in Law this may be relevant archives. As long as you have access to the things you need it doesn't matter where you are. You will need to be able to visit your supervisor once every month or two, but otherwise you could be on the other side of the world (as long as that's where your source material is).

Having said all this different universities have different policies and some may require you to attend a number of taught modules, particularly at the start of your studies. First find a supervisor whose area of research interests you, write to them and see what they say.

Finally you should be aware that you cannot expect to do a full time job and a PhD successfully at the same time. A PhD is not a hobby.